This paper is concerned with numerical solutions of one-dimensional SDEs with the drift being a generalised function in the spatial variable, in particular being a 1/2-H\"older continuous function of time taking values in a H\"older-Zygmund space C^- of negative order -<0. We design an Euler-Maruyama numerical scheme and prove its convergence, obtaining an upper bound for the strong L¹ convergence rate. We finally implement the scheme and discuss the results obtained.
Jáquez et al. (Sun,) studied this question.